Shandong Pharmaceutical Glass Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.56% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5103 | 7.31 | |
| 0.0684 | 6.19 | |
| 0.8766 | 37.44 | |
| -0.0620 | -5.77 | |
| 0.1005 | 6.04 | |
| -0.0981 | -6.83 |
Estimation Period:
Jun 3, 2002 to Jan 30, 2026
Jun 3, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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